中国科学院数学与系统科学研究院期刊网
JSSC
MULTI-PERIOD MEAN-VARIANCE PORTFOLIO SELECTION WITH MARKOVREGIME SWITCHING AND UNCERTAIN TIME-HORIZON
Huiling WU;Zhongfei LI
MULTI-PERIOD MEAN-VARIANCE PORTFOLIO SELECTION WITH MARKOVREGIME SWITCHING AND UNCERTAIN TIME-HORIZON
Huiling WU;Zhongfei LI
Journal of Systems Science and Complexity . 2011, (1): 140 -155 .  DOI: 10.1007/s11424-011-9184-z